Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49599.98 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45538.77 Kr¶

PnL: ---------------------------------------> 482.77 Kr¶

DD now: ---------------------------------> -6.627 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 15:25:40.897860'

Anic Portfolio¶

Today¶

Return: 1.487 %¶

This Week¶

Return: 0.602 %¶

Total portfolio value¶

Return including deposits: 62.378 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.770000 1673.640000 204.640000 13.930000 1468.999998
Sedana Medical 93 4.780000 2691.420000 170.420000 6.760000 2521.000011
Orrön Energy 180 5.120000 2161.800000 118.800000 5.810000 2043.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
Atrium Ljungberg B 5 4.200000 992.500000 57.500000 6.150000 935.000000
JM 6 3.760000 910.800000 46.800000 5.420000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Catena 2 4.280000 837.600000 45.600000 5.760000 792.000000
Sagax B 4 3.690000 898.800000 44.800000 5.250000 854.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Hexatronic Group 12 3.300000 1000.080000 33.080000 3.420000 966.999996
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Bilia A 8 1.600000 914.400000 14.400000 1.600000 900.000000
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
Biotage 7 1.110000 953.400000 12.400000 1.320000 940.999997
VEF 909 2.300000 1859.810000 9.810000 0.530000 1850.000436
Clas Ohlson B 12 0.740000 981.600000 8.600000 0.880000 972.999996
Byggmax Group 33 1.110000 963.600000 7.600000 0.790000 956.000001
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
EQT 4 0.680000 833.600000 1.600000 0.190000 832.000000
AcadeMedia 8 0.100000 401.200000 -0.800000 -0.200000 402.000000
ASSA ABLOY B 3 0.000000 775.800000 -3.200000 -0.410000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.590000 949.200000 -17.800000 -1.840000 966.999999
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
SKF B 5 -1.900000 914.250000 -25.750000 -2.740000 940.000000
Addnode Group B 11 -0.730000 894.850000 -26.150000 -2.840000 921.000003
Indutrade 5 1.980000 1184.000000 -34.000000 -2.790000 1218.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Latour B 4 -0.050000 817.600000 -39.400000 -4.600000 857.000000
Hexagon B 26 0.810000 3417.700000 -43.300000 -1.250000 3461.000010
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.080000 1383.220000 -75.780000 -5.190000 1458.999989
TOTAL 45538.770000 482.770000 -6.62716% 45056.000411

Updated:¶

'2023-07-04 15:25:58.059676'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶